I wouldn't say "necessary", just very very beneficial. Especially if the heatsink's contact surface isn't the smoothest. The idea is that you increase the contact area between two solid surfaces that are not perfectly flat. You only need very little, I usually apply it to the semiconductor and spread it with a toothpick, and once you tighten the mounting screw you can remove the excess goop. Locally you might find some in a computer store (for CPUs).

Hello,sir
Due to the bad weather recently,The air mail are very very slow,most of our package sent to UK on early November still on the way,many buyers impatient to wait so long delivery time and open disputes to ask full refund,so,we only can except some countrys temporary.
We appreciate your understanding.

Drilling another hole in the Mosfets? You're joking, right? Don't do it.
Are the Mosfets electrically insulated from the heatsinks? Otherwise your setup is prone to shorts.

Look for my build a couple of posts back and you'll find some reference voltages. Easy and probably first thing to check is the buffer's output offset relative to ground, which should be smaller than 5mV in either direction.

You will do well to pick some of those for using in power amps output stages also. Very handy. You meant you drilled holes lower on the sinks I suppose on your previous posts? Not on the TO-247s themselves, yes?